Get a MIDI interface if you do not already have one. There are a wide variety of MIDI keyboards, drum controllers and similar input devices on the market. Most VST plug-ins are controlled via MIDI, a digital language which allows different elements of the studio environment to communicate with one another. Consult your MIDI device's documentation for instructions on how to set up your MIDI device to function with your operating system (Windows, Mac OS X or Linux). This will generally involve a straightforward process of installing drivers and setting up MIDI in/out ports on your computer.
Learn the basics of MIDI. MIDI is a digital language that allows different elements of the studio environment to communicate with one another. For example, pressing middle C on a MIDI keyboard connected to a virtual studio environment like Pro Tools will cause a VST synthesizer plug-in within that environment to play middle C. To learn and understand MIDI, the MIDI Manufacturers Association website is a good place to start.
Understand that MIDI data does not carry any sound or audio information in and of itself, but rather the instructions that tell audio plug-ins what to play and when. Most VST plug-ins can be controlled via MIDI. If you do not want to buy a physical MIDI interface, many VST host programs provide the option of an on-screen MIDI keyboard that can be played with the mouse cursor or with corresponding keys on your computer keyboard. The on-screen interface of some VST plug-ins includes a keyboard that can be clicked with a mouse to play the instrument.
Get a VST-compatible host application. Because the VST standard is much more common than competing standards such as RTAS or audio units, most host applications will be VST-compatible. Its compatibility will be stated on the application's packaging or website -- look for the "VST Compatible" logo. Popular consumer-level applications include Cockos's Reaper, PresSonus's Studio One and Five12's Studio One. Professional-level options include Ableton Live, Avid's Pro Tools and Steinberg's Cubase. If you are new to digital audio, choose one of the less-expensive and easier to use consumer-level options.
Learn how to use, or "insert," VST plug-ins in your host application of choice. Refer to its accompanying documentation for step-by-step instructions. In most cases, the host application will attempt to mirror a physical studio as much as possible. There will be individual "tracks" onto which the VST instrument or effect of you choice can be "inserted" and then controlled using your MIDI interface.
Understand the difference between VST instruments and VST effects. VST instruments are things like virtual synthesizers, samplers, drum machines and sound generation devices. Any VST plug-in that can produce sound is a VST instrument. VST effects include things like reverb, phasers, compressors and other mixing and mastering devices. In most host applications, VST instruments and VST effects will be inserted in different locations on a given track. Typically, on any given software instrument track, there will be an I/O ("Input/Output") section. Instruments are inserted in the track's "Input" slot. VST effects are generally inserted in specialized effects insert slots, sometimes called "Insert" or "Effects Insert" slots.
Read the documentation accompanying your VST plug-ins thoroughly. It will give you detailed instructions on how to use the plug-ins' different functions, including how to understand and operate the plug-ins' on-screen interface. This is important because many VST instruments and effects include functions that are not readily apparent by just looking at their on-screen interface.